Please answer the whole thing, thank you for helping.

The current price of a share of stock of ABC, Inc is 100 . The stock does not pay dividends. A one-year call option with a strike price of 104.08 costs 5.00. The continuously compounded risk-free rate is 4%. The one-year put option with a strike price of 104.08 is priced at 4.00. PV= present value and FV= future value. a) Determine the arbitrage-free price of the put option. b) How much will the arbitrage profit per share be? c) How could you take advantage of the misprice of the put option? Buy synthetic put and sell actual put. Long put = short call + long stock ( 1 share) + short bond (PV=104.08,FV=108.33) Sell synthetic put and sell actual put. Short put = long call + long stock ( 1 share )+ short bond (PV=100.00,FV=104.08) Sell synthetic put and buy actual put. Short put = short call + long stock ( 1 share) + short bond (PV=100.00,FV=104.08) Buy synthetic put and buy actual put. Long put = long call + short stock ( 1 share) + long bond ( PV=104.08,FV=108.33)